Bounds on the Bayes and minimax risk for signal parameter estimation
Bounds on the Bayes and minimax risk for signal parameter estimation
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信号参数估计的贝叶斯界限和最小最大风险
DOI：
10.1109/18.243453
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发表时间：
1993
影响因子：
2.5
通讯作者：
Richard C. Liu
中科院分区：
文献类型：
--
作者：
L. Brown;Richard C. Liu
在通过高斯白噪声观察到的参数化信号问题(具有01Bayes L1)中估计参数θ时，给出了θ风险的四个有用且可计算的下界。对于不同L和不同信噪比的问题，一些界优于另一些界。取四种方法中的最大值得到的下界，不仅是贝叶斯风险的一个很好的下界，也是最小极大风险的一个很好的下界。贝叶斯风险的阈值行为也很明显，如下限所示
In estimating the parameter θ from a parametrized signal problem (with 0lθlL) observed through Gaussian white noise, four useful and computable lower bounds for the Bayes risk are developed. For problems with different L and different signal to noise ratios, some bounds are superior to others. The lower bound obtained from taking the maximum of the four, serves not only as a good lower bound for the Bayes risk but also as a good lower bound for the minimax risks. Threshold behavior of the Bayes risk is also evident, as is shown in the lower bound